Access Statistics for Cesare Robotti

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A note on the estimation of asset pricing models using simple regression betas 0 0 1 74 0 0 1 179
Analytical solution for the constrained Hansen-Jagannathan distance under multivariate ellipticity 0 0 0 12 0 0 0 52
Asset-pricing models and economic risk premia: a decomposition 0 0 0 160 0 0 1 918
Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models 0 0 0 24 0 0 3 61
Chi-squared tests for evaluation and comparison of asset pricing models 0 0 1 21 0 0 3 112
Dynamic strategies, asset pricing models, and the out-of-sample performance of the tangency portfolio 0 0 0 241 0 0 0 1,227
Further results on the limiting distribution of GMM sample moment conditions 0 0 0 34 0 0 1 88
Mimicking portfolios, economic risk premia, and tests of multi-beta models 0 0 1 147 1 1 2 429
Minimum-Variance Kernels and Economic Risk Premia 0 1 1 165 0 1 3 718
Minimum-variance kernels, economic risk premia, and tests of multi-beta models 0 0 0 156 0 0 0 563
Misspecification-robust inference in linear asset pricing models with irrelevant risk factors 0 0 0 33 0 0 1 100
Model comparison using the Hansen-Jagannathan distance 0 0 0 117 0 0 2 332
On the Hansen-Jagannathan distance with a no-arbitrage constraint 0 0 2 33 1 1 5 154
Playing the field: Geomagnetic storms and international stock markets 0 0 0 307 0 0 10 1,133
Pricing model performance and the two-pass cross-sectional regression methodology 0 0 2 152 0 2 8 584
Robust inference in linear asset pricing models 0 0 0 34 0 0 1 65
Specification tests of asset pricing models using excess returns 0 0 0 112 0 0 0 445
Spurious Inference in Unidentified Asset-Pricing Models 0 0 0 0 0 0 1 63
The exact distribution of the Hansen-Jagannathan bound 0 0 0 75 0 0 1 285
The price of inflation and foreign exchange risk in international equity markets 0 0 0 233 0 0 0 995
Too Good to Be True? Fallacies in Evaluating Risk Factor Models 0 0 3 21 0 0 5 59
Total Working Papers 0 1 11 2,151 2 5 48 8,562


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asset returns and economic risk 0 0 0 45 1 1 1 165
Financial market frictions 0 1 1 111 0 2 7 338
Mimicking Portfolios, Economic Risk Premia, and Tests of Multi-Beta Models 0 1 4 72 0 3 11 187
Model Comparison Using the Hansen-Jagannathan Distance 0 0 2 51 0 0 2 166
Specification tests of asset pricing models using excess returns 1 1 3 58 1 2 9 234
The news in financial asset returns 0 0 0 6 0 0 3 193
Total Journal Articles 1 3 10 343 2 8 33 1,283


Statistics updated 2022-12-04